+828.4%
SPYM vs WCC
+760.2%
+68.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.4% |
| 7D | +0.1% | +4.5% | -4.4% | -1.1% |
| 30D | +0.1% | -5.8% | +5.9% | +1.4% |
| 3M | +2.0% | -3.7% | +5.7% | +2.3% |
| 6M | +13.1% | +23.1% | -10.0% | +5.5% |
| YTD | +13.6% | +44.2% | -30.5% | +1.4% |
| 1Y | +20.1% | +62.1% | -42.0% | +3.3% |
| 3Y | +77.6% | +121.1% | -43.6% | +33.9% |
| 5Y | +82.5% | +214.0% | -131.4% | +19.9% |
| 10Y | +317.6% | +472.8% | -155.2% | +107.2% |
| All | +828.4% | +760.2% | +68.2% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling